INTRODUCTION: There has been an increase in a number of orphanages and children living in orphanages in last few years. The children living in orphanages often have psychological problems among which anxiety, depression, and low self-esteem are considered to be most prominent. Yoga is a noninvasive, cost-effective, and safe intervention among complementary and alternative medicine which is known to have a positive impact on psychological problems. AIMS: The present pilot study intended to assess the effect of a two week Yoga intervention on anxiety, depression, and self-esteem of adolescents and young adults living in an orphanage. MATERIALS AND METHODS: Adolescent and young adults participants who were the permanent residents of an orphanage (n = 34; males = 27, females = 7) between age ranges of 12-20 years underwent 2 week of Yoga intervention. Yoga intervention comprised Asana (Yogic postures), Pranayama (Yogic breathing practices), and Dharana-Dhyana (Yogic relaxation techniques) for 1 h daily over 15 days. Hospital anxiety and depression and Rosenberg self-esteem scale were administered at baseline and after the intervention to assess anxiety, depression, and self-esteem, respectively. RESULTS: There was a significant reduction (P = 0.001) in anxiety, depression, and significant improvement in self-esteem (P = 0.001) at the end of 2 weeks Yoga intervention. CONCLUSIONS: This pilot study suggests that 2 weeks of Yoga practice potentially reduced anxiety and depression and improved self-esteem of orphanage adolescents and young adults. These findings need confirmation from studies with a larger sample size and randomized controlled design, which are implicated in the future.